Jul 2021Jan 2022Jul 2022Jan 2023Jul 2023Jan 2024Jul 2024Jan 20251M1.2M1.4M1.6M1.8M2M1010101020202020303030304040404050505050Assets51015205101520510152051015205101520Holding Periods13.4716.5315.8518.4912.9713.3913.1312.8912.3913.3810.6612.3412.6211.9311.2311.0111.5911.4710.7710.70CAGR (%)-2.31-3.63-2.21-1.73-1.30-1.30-2.38-2.31-1.63-1.12-2.12-1.53-1.32-2.11-1.50-1.71-1.13-1.40-1.64-1.59Max Drawdown (%)11.3016.5616.2920.5714.9616.9517.2216.9216.1718.5015.5718.3717.7417.4017.4316.8216.4217.5417.5016.66Sharpe Ratio17.1722.4017.8920.3123.6423.6721.2222.1924.0323.1920.9523.3424.2423.6022.4922.1522.2823.4222.0221.52Sortino Ratio1.010.880.850.800.730.670.650.640.640.620.560.560.600.570.530.540.580.540.500.52Annual Vol (%)
10 assets 5 periods10 assets 10 periods10 assets 15 periods10 assets 20 periods20 assets 5 periods20 assets 10 periods20 assets 15 periods20 assets 20 periods30 assets 5 periods30 assets 10 periods30 assets 15 periods30 assets 20 periods40 assets 5 periods40 assets 10 periods40 assets 15 periods40 assets 20 periods50 assets 5 periods50 assets 10 periods50 assets 15 periods50 assets 20 periods60 assets 5 periods60 assets 10 periods60 assets 15 periods60 assets 20 periodsPortfolio Performance AnalysisPortfolio Value ($)Portfolio PerformancePerformance Metrics